diff --git a/tests/Makefile.am b/tests/Makefile.am index ec9640124..63b24805c 100644 --- a/tests/Makefile.am +++ b/tests/Makefile.am @@ -182,6 +182,7 @@ MODFILES = \ deterministic_simulations/rbc_det_exo_lag_2a.mod \ deterministic_simulations/rbc_det_exo_lag_2b.mod \ deterministic_simulations/rbc_det_exo_lag_2c.mod \ + deterministic_simulations/sim_several_leads_lags.mod \ walsh.mod \ measurement_errors/fs2000_corr_me_ml_mcmc/fs2000_corr_ME.mod \ trend_var/fs2000_nonstationary.mod \ diff --git a/tests/deterministic_simulations/sim_several_leads_lags.mod b/tests/deterministic_simulations/sim_several_leads_lags.mod new file mode 100644 index 000000000..058315bd3 --- /dev/null +++ b/tests/deterministic_simulations/sim_several_leads_lags.mod @@ -0,0 +1,35 @@ +var c k z_forward z_backward; +varexo x z_shock; + +parameters alph gam delt bet aa; +alph=0.5; +gam=0.5; +delt=0.02; +bet=0.05; +aa=0.5; + +model; +c + k - aa*x*k(-1)^alph - (1-delt)*k(-1); // Resource constraint +c^(-gam) - (1+bet)^(-1)*(aa*alph*x(+1)*k^(alph-1) + 1 - delt)*c(+1)^(-gam); // Euler equation +z_backward=0.1*1+0.3*z_backward(-1)+0.3*z_backward(-2)+0.3*z_backward(-3)+(x(-4)-1); +z_forward=0.1*1+0.45*z_forward(+1)+0.45*z_forward(+2)+(x(+4)-1); +end; + +initval; +c = 1.2; +k = 12; +x = 1; +end; + +histval; +x(-1)=1.30; +x(-2)=1.30; +end; + +shocks; +var x; +periods 2; +values 0.9; +end; + +simul(periods=200,maxit=100); \ No newline at end of file